Pavol Brunovsky

Comenius University - Faculty of Mathematics, Physics and Informatics

Mlynská dolina

SK-842 48 Bratislava, 842 48

Slovakia

SCHOLARLY PAPERS

2

DOWNLOADS

159

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Socio-Economic Impacts of Pandemic Influenza Mitigation Scenarios in Slovakia

Ekonomicky Casopis, Vol. 57, No. 2, pp. 163-178, 2009
Number of pages: 13 Posted: 16 Sep 2008 Last Revised: 15 Jun 2009
Comenius University - Faculty of Mathematics, Physics and Informatics, Comenius University - Faculty of Mathematics, Physics and Informatics, Comenius University - Faculty of Mathematics, Physics and Informatics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 114 (291,018)

Abstract:

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pandemic influenza mitigation scenarios, socio-economic impacts, Monte-Carlo simulations

2.

Optimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and Numerical Solutions

European Journal of Operational Research, 2019
Number of pages: 31 Posted: 06 Apr 2017 Last Revised: 29 Sep 2019
Pavol Brunovsky, Aleš Černý and Ján Komadel
Comenius University - Faculty of Mathematics, Physics and Informatics, Bayes Business School (formerly Cass), City, University of London and Comenius University - Faculty of Mathematics, Physics and Informatics
Downloads 45 (484,091)

Abstract:

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optimal liquidation, price impact, square-root law, singular boundary value problem, stochastic optimal control